Comparing forecasting performance in cross-sections
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Publication:6090568
DOI10.1016/j.jeconom.2021.02.011MaRDI QIDQ6090568
Yinchu Zhu, Allan G. Timmermann, Ritong Qu
Publication date: 17 November 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
cross-sectional data; predictive accuracy; economic forecasting; competing models; analysts' earnings forecasts